Motivation: Several accurate deep learning models have been proposed to predict drug-target affinity (DTA). However, all of these models are black box hence are difficult to interpret and verify its result, and thus risking acceptance. Explanation is necessary to allow the DTA model more trustworthy. Explanation with counterfactual provides human-understandable examples. Most counterfactual explanation methods only operate on single input data, which are in tabular or continuous forms. In contrast, the DTA model has two discrete inputs. It is challenging for the counterfactual generation framework to optimize both discrete inputs at the same time. Results: We propose a multi-agent reinforcement learning framework, Multi-Agent Counterfactual Drug-target binding Affinity (MACDA), to generate counterfactual explanations for the drug-protein complex. Our proposed framework provides human-interpretable counterfactual instances while optimizing both the input drug and target for counterfactual generation at the same time. The result on the Davis dataset shows the advantages of the proposed MACDA framework compared with previous works.